平均场随机系统理论及其应用

11071144
2010
A0210.随机分析与随机过程
李娟
面上项目
教授
山东大学
23万元
平均场正倒向随机微分方程;随机控制;随机偏微分方程;随机微分对策;随机分析
2011-01-01到2013-12-31
  • 中英文摘要
  • 结题摘要
  • 结题报告
  • 项目成果
  • 项目参与人
查看更多信息请先登录或注册
查看更多信息请先登录或注册
查看更多信息请先登录或注册
重置
序号 标题 类型 作者
1 A General Stochastic Maximum Principle for SDEs of Mean-field Type 期刊论文 Rainer Buckdahn|Boualem Djehiche|Juan Li|
2 Mean-Field Backward Stochastic Differential Equations With Continuous Coefficients 会议论文 Heng Du|Juan Li|Qingmeng Wei|
3 Law of large numbers under the nonlinear expectation 期刊论文 Bing Yang|Hua Xiao|
4 Semilinear backward doubly stochastic differential equations and SPDEs driven by fractional Brownian motion with Hurst parameter in (0,1/2) 期刊论文 Shuai Jing|
5 Differential Games of Partial Information Forward-Backward Doubly SDE and Applications 期刊论文 Eddie C.M. Hui|Hua Xiao|
6 Maximum Principle for Optimal Control of Point Processes with Correlated Noisy Observations 会议论文 Hua Xiao|
7 Optimality Conditions for Optimal Control of Jump-Diffusion SDEs with Correlated Observations Noises 期刊论文 Hua Xiao|
8 Stochastic differential games with reflection and related obstacle problems for Isaacs equations 期刊论文 R. Buckdahn|Juan Li|
9 Reflected Mean-Field Backward Stochastic Differential Equations. Approximation and Associated Nonlinear PDEs 期刊论文 Juan Li|
10 L^p estimates for fully coupled FBSDEs with jumps 期刊论文 Juan Li|Qingmeng Wei|
11 Stochastic Maximum Principle in the Mean-Field Controls 期刊论文 Juan Li|
12 Backward Stochastic Differential Equations Coupled with Value Function and Related Optimal Control Problems 期刊论文 Tao Hao|Juan Li|
13 Fully-coupled mean-field forward-backward stochastic differential equations and stochastic maximum principle 期刊论文 Hui Min|Ying Peng|Yongli Qin|
14 REGULARITY PROPERTIES FOR GENERAL HJB EQUATIONS: A BACKWARD STOCHASTIC DIFFERENTIAL EQUATION METHOD 期刊论文 Rainer Buckdahn|Jianhui Huang|Juan Li|
15 Nonlinear stochastic differential games involving a major player and a large number of collectively acting minor agents 期刊论文 Rainer Buckdahn|Juan Li|Shige Peng|
16 A necessary condition of optimal control for initial coupled forward-backward stochastic differential equations with partial information 期刊论文 Hua Xiao|Guangchen Wang|
17 Optimal control problems of fully coupled FBSDEs and viscosity solutions of Hamilton-Jacobi-Bellman equations 期刊论文 Juan Li|Qingmeng Wei|
18 The maximum principle for differential games of forward-backward stochastic systems with applications 期刊论文 Eddie C.M. Hui|Hua Xiao|
19 Nonlinear fractional stochastic PDEs and BDSDEs with Hurst parameter in (1/2,1) 期刊论文 Shuai Jing|
20 Stochastic representation for solutions of Isaacs' type integral-partial differential equations 期刊论文 Rainer Buckdahn|Ying Hu|Juan Li|
21 Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition 期刊论文 Rainer Buckdahn|Juan Li|Marc Quincampoix|
22 The Maximum Principle for Partially Observed Optimal Ccontrol of Forward-Backward Stochastic Systems with Random Jumps 期刊论文 Hua Xiao|
23 The filtering equations of forward-backward stochastic systems with random jumps and applications to partial information optimal control 期刊论文 Hua Xiao|Guangchen Wang|
查看更多信息请先登录或注册

相关项目

趋势报告

经验分享